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Dear Veronica,<br>
<br>
sorry for the late reply, but we were quite busy in the last weeks.<br>
<br>
Your understanding of the dual variables is correct, they should
lead to the same objective value as the primal LP solution (at least
of the LP was solved to optimality). Actually, the dual LP solution
should even be dual feasible.<br>
<br>
Could you please check:<br>
1) that the LP was solved to optimality (SCIPgetLPSolstat() ==
SCIP_LPSOLSTAT_OPTIMAL)<br>
2) check that you have only linear constraints and that those have
only one side (SCIPgetRhsLinear() is infinity or SCIPgetLhsLinear()
is -infinity)<br>
3) make sure that there are no additional rows (SCIPgetNConss(scip)
== SCIPgetNLPRows())<br>
<br>
How big is the difference between the primal and the dual LP
objective that you computed?<br>
<br>
Best,<br>
Gerald<br>
<br>
<div class="moz-cite-prefix">Am 19.02.2015 um 11:13 schrieb Veronica
Dal Sasso:<br>
</div>
<blockquote
cite="mid:CABefrmQnW96DH5+Ld4rB1xq_OXfMxHn1BQT+Zj7WWgUoKgWtmQ@mail.gmail.com"
type="cite">
<div dir="ltr">Good morning,
<div>thank you for your reply but no, my variables are simply
non-negative. </div>
<div>Best regards,</div>
<div>Veronica Dal Sasso</div>
</div>
<div class="gmail_extra"><br>
<div class="gmail_quote">2015-02-18 16:49 GMT+01:00 Ambros
Gleixner <span dir="ltr"><<a moz-do-not-send="true"
href="mailto:gleixner@zib.de" target="_blank">gleixner@zib.de</a>></span>:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">Hi
Veronica,<br>
<br>
If you have nonzero bounds on your variables then you need
to consider their reduced costs. Might that be the case?<br>
<br>
Best regards,<br>
Ambros<br>
<br>
<br>
Am 18.02.2015 um 16:25 schrieb Veronica Dal Sasso:<br>
<blockquote class="gmail_quote" style="margin:0 0 0
.8ex;border-left:1px #ccc solid;padding-left:1ex">
<div>
<div class="h5"> Hello everyone.<br>
I'm not sure about the use of the function
SCIPgetDualsolLinear(). I'm<br>
trying to solve a linear program using column
generation, and at each<br>
iteration I get the values of the dual variables using<br>
SCIPgetDualsolLinear(scip, cons). I expect these dual
variables to be<br>
the ones that satisfy the complementary slackness
conditions and that,<br>
if I compute the dual objective function, give the
same value as for the<br>
primal objective function but gives an unfeasible
solution to the dual<br>
problem. Instead, I find that the dual optimal
objective function has<br>
not the same value. Is it possible that I
misunderstood the meaning of<br>
SCIPgetDualsolLinear() or simply I'm making some sort
of error that I<br>
haven't found yet in the computing of the dual
objective function's value?<br>
Thank you in advance,<br>
Veronica Dal Sasso<br>
<br>
<br>
</div>
</div>
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-- <br>
______________________________________________________________<br>
Ambros M. Gleixner<br>
Zuse Institute Berlin - TU Berlin - Berlin Mathematical
School<br>
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